Information about:
Valeri Voev

Other registered authors

Email:
Homepage: http://econometrics.wiwi.uni-konstanz.de/staff/voev.htm
Postal Address:
Phone:

Affiliation

• Center for Research in Econometric Analysis of Time Series (CREATES)
  Aarhus Universitet

  Location: Aarhus, Denmark
  Homepage: http://www.creates.au.dk/en
  Email:
  Phone:
  Fax:
  Postal: Building 1322, DK-8000 Aarhus C
  Handle: RePEc:edi:creaudk (registered authors at this institution)

• School of Economics and Management
  Aarhus Universitet

  Location: Aarhus, Denmark
  Homepage: http://www.econ.au.dk/
  Email:
  Phone: +45 8942 1133
  Fax: +45 8613 6334
  Postal: Building 1322, DK-8000 Aarhus C
  Handle: RePEc:edi:anaaudk (registered authors at this institution)

Working papers

1. Ingmar Nolte & Valeri Voev, 2009. "Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise," CREATES Research Papers 2009-16, School of Economics and Management, University of Aarhus. [Downloadable!]

2. Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers 2008-39, School of Economics and Management, University of Aarhus. [Downloadable!]
   Other versions:
   • Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CoFE Discussion Paper 08-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

3. Valeri Voev, 2007. "Dynamic Modeling of Large Dimensional Covariance Matrices," CoFE Discussion Paper 07-01, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

4. Ingmar Nolte & Valeri Voev, 2007. "Estimating High-Frequency Based (Co-) Variances: A Unified Approach," CoFE Discussion Paper 07-07, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
   Other versions:
   • Ingmar Nolte & Valeri Voev, 2008. "Estimating High-Frequency Based (Co-) Variances: A Unified Approach," CREATES Research Papers 2008-31, School of Economics and Management, University of Aarhus. [Downloadable!]

5. Ingmar Nolte & Valeri Voev, 2007. "Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤," CoFE Discussion Paper 07-02, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

6. Valeri Voev, 2006. "A Trade-by-Trade Surprise Measure and Its Relation to Observed Spreadson the NYSE," CoFE Discussion Paper 06-03, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

1. Valeri Voev & Asger Lunde, 2007. "Integrated Covariance Estimation using High-frequency Data in the Presence of Noise," Journal of Financial Econometrics, Oxford University Press, vol. 5(1), pages 68-104. [Downloadable!] (restricted)

1. NEP-CFN: Corporate Finance (1) 2008-06-27
2. NEP-DCM: Discrete Choice Models (1) 2007-04-21
3. NEP-ECM: Econometrics (7) 2007-04-28 2007-04-28 2007-08-08 2008-06-27 2008-09-05 2008-10-21 2009-05-02 Author is listed
4. NEP-ETS: Econometric Time Series (6) 2007-04-28 2007-04-28 2007-08-08 2008-06-27 2008-09-05 2008-10-21 Author is listed
5. NEP-FMK: Financial Markets (2) 2008-09-05 2009-05-02 Author is listed
6. NEP-FOR: Forecasting (3) 2007-04-28 2008-09-05 2008-10-21 Author is listed
7. NEP-MST: Market Microstructure (5) 2007-04-21 2007-04-28 2007-08-08 2008-06-27 2009-05-02 Author is listed
8. NEP-ORE: Operations Research (2) 2008-09-05 2008-10-21 Author is listed
9. NEP-UPT: Utility Models & Prospect Theory (2) 2008-09-05 2008-10-21 Author is listed

This page was last updated on 2009-10-27.